GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,541
COMMITMENTS
26 0 0 6,375 6,371 6,401 6,371 140 170
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -846)
0 0 0 -896 -891 -896 -891 50 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 97.5 97.4 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 25 29 26 29
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,030
COMMITMENTS
0 235 560 6,430 6,100 6,990 6,895 40 135
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -777)
0 65 -65 -702 -767 -767 -767 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 8.0 91.5 86.8 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 22 25 23 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,096
COMMITMENTS
106 481 47 2,965 2,843 3,118 3,371 978 725
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -559)
34 -64 -13 -751 -561 -730 -638 171 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 11.7 1.1 72.4 69.4 76.1 82.3 23.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 22 25 24 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,199
COMMITMENTS
0 15 40 2,402 2,517 2,442 2,572 757 627
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -830)
0 0 0 -624 -720 -624 -720 -206 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 1.3 75.1 78.7 76.3 80.4 23.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 30 27 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,595
COMMITMENTS
27,208 12,592 35,153 116,786 141,420 179,147 189,165 33,448 23,430
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -368)
203 1,700 2,046 636 1,437 2,885 5,183 -3,253 -5,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 5.9 16.5 54.9 66.5 84.3 89.0 15.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
30 22 38 58 61 108 104
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,087
COMMITMENTS
355 450 125 7,307 7,212 7,787 7,787 300 300
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,466)
-300 450 -50 -1,216 -1,766 -1,566 -1,366 100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 5.6 1.5 90.4 89.2 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 28 28 31 31
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,272
COMMITMENTS
592 222 0 3,445 4,020 4,037 4,242 235 30
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -225)
0 0 0 -75 -75 -75 -75 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 5.2 0.0 80.6 94.1 94.5 99.3 5.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 12 16 14 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 935,219
COMMITMENTS
213,193 386,026 303,090 339,668 209,884 855,951 899,000 79,268 36,219
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 4,656)
-2,690 9,067 9,419 -728 -12,674 6,001 5,812 -1,345 -1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 41.3 32.4 36.3 22.4 91.5 96.1 8.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
80 58 84 81 65 204 170
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,815
COMMITMENTS
2,570 6,664 2,269 88,218 82,054 93,057 90,987 7,758 9,828
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -387)
-736 0 45 606 -432 -85 -387 -302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 6.6 2.3 87.5 81.4 92.3 90.3 7.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 26 24 29 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,254
COMMITMENTS
2,397 12,362 3,570 46,824 36,427 52,791 52,359 7,463 7,895
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 98)
0 1,691 275 461 -1,867 736 99 -638 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 20.5 5.9 77.7 60.5 87.6 86.9 12.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 27 22 30 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,405
COMMITMENTS
3,094 1,964 1,152 83,423 83,310 87,669 86,426 5,736 6,979
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 494)
-1,215 -1,542 516 1,462 1,500 763 474 -269 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 2.1 1.2 89.3 89.2 93.9 92.5 6.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 4 32 30 36 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,767
COMMITMENTS
1,922 3,341 248 70,631 66,992 72,801 70,581 10,966 13,186
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -8,093)
-1,860 154 -364 -4,219 -7,621 -6,443 -7,831 -1,650 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.0 0.3 84.3 80.0 86.9 84.3 13.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 24 24 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,348
COMMITMENTS
16,074 871 4,558 45,976 60,187 66,608 65,616 7,740 8,732
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 576)
7,794 0 737 -8,476 -747 55 -10 521 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 1.2 6.1 61.8 81.0 89.6 88.3 10.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 24 25 29 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,857
COMMITMENTS
4,755 8,057 3,055 79,242 79,103 87,052 90,215 7,805 4,642
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -8,762)
-324 3,923 -588 -8,361 -10,222 -9,273 -6,887 511 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 8.5 3.2 83.5 83.4 91.8 95.1 8.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 3 31 37 34 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,536
COMMITMENTS
9,977 488 5,195 86,242 86,267 101,414 91,950 6,122 15,586
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -6,426)
798 240 -489 -6,225 -6,786 -5,916 -7,035 -510 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.5 4.8 80.2 80.2 94.3 85.5 5.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 23 27 26 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,625
COMMITMENTS
2,185 5,614 2,376 35,172 28,749 39,733 36,739 4,892 7,886
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -800)
-795 -952 -23 -443 -124 -1,261 -1,099 461 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 12.6 5.3 78.8 64.4 89.0 82.3 11.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 17 18 21 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,823
COMMITMENTS
1,837 8,015 20,219 64,612 60,441 86,668 88,675 5,155 3,148
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -488)
-1,882 -792 1,818 -2,715 -1,363 -2,779 -337 2,291 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.7 22.0 70.4 65.8 94.4 96.6 5.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 15 20 19 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,194
COMMITMENTS
1,052 0 1,697 41,477 44,003 44,226 45,700 9,968 8,494
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,286)
477 0 -87 -3,008 -1,447 -2,618 -1,534 1,332 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 3.1 76.5 81.2 81.6 84.3 18.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 22 23 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,266
COMMITMENTS
5,196 5,250 5,057 72,057 74,008 82,310 84,315 6,956 4,951
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -8,070)
3,642 969 -1,745 -9,689 -6,226 -7,792 -7,002 -278 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 5.9 5.7 80.7 82.9 92.2 94.5 7.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 4 32 34 38 39
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,744
COMMITMENTS
0 3,779 0 40,843 39,492 40,843 43,271 6,901 4,473
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,658)
0 0 0 2,202 1,314 2,202 1,314 -544 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 85.5 82.7 85.5 90.6 14.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 18 14 18 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,487
COMMITMENTS
6,394 19,482 16,927 68,647 59,265 91,968 95,674 14,519 10,813
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 654)
238 510 716 -241 1,685 713 2,911 -59 -2,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 18.3 15.9 64.5 55.7 86.4 89.8 13.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 7 32 27 39 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,598
COMMITMENTS
12,011 0 11,024 86,909 93,372 109,944 104,396 6,654 12,202
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 8,818)
1,187 -1,908 1,045 7,560 10,652 9,792 9,789 -974 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 9.5 74.5 80.1 94.3 89.5 5.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 5 22 22 28 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,555
COMMITMENTS
5,520 0 0 81,543 86,786 87,063 86,786 492 769
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 0.0 93.1 99.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,881
COMMITMENTS
9,161 5,224 6,725 208,553 215,231 224,439 227,180 13,442 10,701
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 5,394)
3,747 1,036 -1,513 2,834 5,875 5,068 5,398 326 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 2.2 2.8 87.7 90.5 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 4 6 45 39 52 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,407
COMMITMENTS
7,531 18,414 11,349 185,231 178,283 204,111 208,046 10,296 6,361
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,017)
-507 516 104 990 698 587 1,318 430 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 8.6 5.3 86.4 83.2 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 4 38 32 44 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,080
COMMITMENTS
3,908 3,481 19,966 189,897 189,378 213,771 212,825 13,309 14,255
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 5,251)
-1,228 249 1,074 4,798 3,770 4,644 5,093 607 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.5 8.8 83.6 83.4 94.1 93.7 5.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 4 7 50 47 57 55
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,896
COMMITMENTS
2,865 798 1,615 30,643 31,283 35,123 33,696 6,773 8,200
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -5,038)
1,779 764 -1,883 -4,230 -4,074 -4,334 -5,193 -704 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 1.9 3.9 73.1 74.7 83.8 80.4 16.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 13 17 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,859
COMMITMENTS
20,178 7,065 21,673 151,971 164,365 193,822 193,103 7,037 7,756
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,438)
6,413 -4,865 1,549 -10,611 1,370 -2,649 -1,946 1,211 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 3.5 10.8 75.7 81.8 96.5 96.1 3.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 3 6 38 38 46 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,769
COMMITMENTS
709 3,772 1,264 40,003 36,765 41,976 41,801 8,793 8,968
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 607)
0 93 0 1,289 735 1,289 828 -682 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 7.4 2.5 78.8 72.4 82.7 82.3 17.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 22 20 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,947,400
COMMITMENTS
1542182 459,400 1152080 1226738 2317315 3921000 3928795 26,400 18,605
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 96,590)
30,573 29,413 46,884 19,835 18,315 97,292 94,612 -702 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 11.6 29.2 31.1 58.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
29 21 45 108 102 157 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,198,637
COMMITMENTS
137,785 533,638 250,580 804,851 411,582 1193216 1195800 5,421 2,837
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 27,835)
7,797 12,876 -765 20,362 15,485 27,394 27,596 441 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 44.5 20.9 67.1 34.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 26 36 43 43 81 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,712
COMMITMENTS
2,064 2,660 1,184 25,621 25,179 28,869 29,023 843 689
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 32)
12 0 -26 36 49 22 23 10 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 9.0 4.0 86.2 84.7 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 4 24 27 30 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,254
COMMITMENTS
3,018 52 457 10,147 12,953 13,622 13,462 632 792
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 268)
0 -24 8 224 256 232 240 36 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 0.4 3.2 71.2 90.9 95.6 94.4 4.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 15 20 18 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,739
COMMITMENTS
0 616 1,364 26,558 26,340 27,922 28,320 1,817 1,419
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 4,016)
-160 20 520 3,800 3,924 4,160 4,464 -144 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 4.6 89.3 88.6 93.9 95.2 6.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 21 16 24 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,020
COMMITMENTS
0 340 240 28,328 26,910 28,568 27,490 452 1,530
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 340 340 340 340 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.8 97.6 92.7 98.4 94.7 1.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 23 19 24 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,856
COMMITMENTS
120 40 0 9,640 8,992 9,760 9,032 96 824
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.4 0.0 97.8 91.2 99.0 91.6 1.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,231,450
COMMITMENTS
198,328 191,992 343,465 616,150 613,628 1157943 1149085 73,507 82,365
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 4,574)
4,788 12,783 -1,190 6,333 1,305 9,931 12,898 -5,357 -8,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 15.6 27.9 50.0 49.8 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
93 102 129 78 96 244 263
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,119
COMMITMENTS
19,698 13,942 8,376 62,012 49,755 90,086 72,073 40,033 58,046
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,605)
-1,530 336 726 -4,449 -527 -5,253 535 7,858 2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 10.7 6.4 47.7 38.2 69.2 55.4 30.8 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 7 15 15 22 22
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,001
COMMITMENTS
1,150 500 225 20,661 21,376 22,036 22,101 1,965 1,900
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 650)
-50 0 -100 800 800 650 700 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.1 0.9 86.1 89.1 91.8 92.1 8.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 35 33 39 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,601
COMMITMENTS
17,875 30,791 46,645 122,575 112,762 187,095 190,198 11,506 8,403
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,547)
637 -678 -572 730 4,007 795 2,757 752 -1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 15.5 23.5 61.7 56.8 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 18 25 22 21 48 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,292
COMMITMENTS
3,081 8,741 4,343 23,038 17,923 30,462 31,007 2,830 2,285
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,115)
-410 1,768 1,150 1,715 -428 2,455 2,490 -340 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 26.3 13.0 69.2 53.8 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 5 12 13 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,011
COMMITMENTS
50 500 0 7,961 7,511 8,011 8,011 0 0
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 442)
0 0 0 442 442 442 442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.2 0.0 99.4 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 20 20 21 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,270
COMMITMENTS
7,483 4,408 10 3,703 7,751 11,196 12,169 2,074 1,101
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -297)
-771 403 -70 306 -646 -535 -313 238 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.4 33.2 0.1 27.9 58.4 84.4 91.7 15.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
41 30 1 21 21 63 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,142
COMMITMENTS
6,609 3,240 26 4,256 8,051 10,891 11,317 2,251 1,825
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 148)
-70 103 -124 332 74 138 53 10 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 24.7 0.2 32.4 61.3 82.9 86.1 17.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 8 1 14 18 39 26
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,653
COMMITMENTS
55,278 14,833 11,878 116,222 161,878 183,378 188,589 17,275 12,064
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -6,738)
-2,655 3,418 -1,212 -224 -6,064 -4,091 -3,858 -2,647 -2,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 7.4 5.9 57.9 80.7 91.4 94.0 8.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
52 21 34 76 76 141 120
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,600
COMMITMENTS
250 100 0 4,175 4,250 4,425 4,350 175 250
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -975)
50 -100 -50 -1,000 -925 -1,000 -1,075 25 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.2 0.0 90.8 92.4 96.2 94.6 3.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 22 25 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,546
COMMITMENTS
1,449 0 864 10,926 12,442 13,239 13,306 307 240
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,584)
-71 0 0 -1,513 -1,659 -1,584 -1,659 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.0 6.4 80.7 91.8 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 29 27 31 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,333
COMMITMENTS
0 670 0 1,957 1,483 1,957 2,153 376 180
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -44)
0 -140 -10 -9 -29 -19 -179 -25 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 28.7 0.0 83.9 63.6 83.9 92.3 16.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 15 13 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,160
COMMITMENTS
50 125 75 3,035 2,910 3,160 3,110 0 50
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,650)
0 25 -25 -1,575 -1,600 -1,600 -1,600 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 4.0 2.4 96.0 92.1 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 18 20 20 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,705
COMMITMENTS
476 0 0 2,581 3,462 3,057 3,462 648 243
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -96)
0 0 0 -189 -96 -189 -96 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 0.0 69.7 93.4 82.5 93.4 17.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 14 16 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,219
COMMITMENTS
1,656 2,290 1,388 10,360 9,519 13,404 13,197 1,815 2,022
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,035)
343 684 353 144 -17 840 1,020 195 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 15.0 9.1 68.1 62.5 88.1 86.7 11.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 6 22 25 30 32
Updated September 12, 2008